The 46-year-old Argentine left the Premier League club on Monday after only one win in 17 league games.

It means Southampton are one point and one place above the relegation zone with eight games left this season.

“From the beginning I tried to do my best every single day,” Pellegrino said in a statement published by the club.

“The manager is the face of a lot of decisions and actions, but I always tried to put the club first with my technical staff and the board behind me,” Pellegrino added.

The club finished eighth in the Premier League last year and reached the final of the League Cup. Of this season’s contrasting fortunes, Pellegrino said: “We have been living a difficult season for many reasons.”

He also said his players “respected me in every single moment”, despite suggesting players had given up during Saturday’s 3-0 defeat at Newcastle.

Assistant manager Carlos Compagnucci and assistant first team coach Xavier Tamarit have also parted company with the club.

The club said it wants to “appoint a new management team as soon as possible, with the search for a replacement already under way”.